Time series analysis, or the quest for quantitative measures of time dependent behavior

Authors

Alfonso M. Albano ⋅ US Bryn Mawr College, USA
Peter D. Brodfuehrer ⋅ US Bryn Mawr College, USA
Christopher J. Cellucci ⋅ US Uniformed Services University, USA
Xenia T. Tigno ⋅ US University of South Florida, USA
Paul E. Rapp ⋅ US Uniformed Services University, USA

Abstract

We review some of the tools used to analyze time series – a sequence of measurements of one or more variables pertaining to the same system. The tools include time-resolved statistics and spectra; autocorrelations, Mutual Information and Transfer Entropy; Complexity and Predictability; and Hypothesis Testing. We illustrate the use of these tools by analyzing extracellular recordings from the leech, vasomotion data from monkeys, and human electroencephalograms.

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Issue

2008: Proceedings of the 26th Samahang Pisika ng Pilipinas Physics Congress

Article ID

SPP-2008-INV-02

Section

Invited Presentations

Published

2008-10-22

How to Cite

[1]

AM Albano, PD Brodfuehrer, CJ Cellucci, XT Tigno, and PE Rapp, Time series analysis, or the quest for quantitative measures of time dependent behavior, Proceedings of the Samahang Pisika ng Pilipinas 26, SPP-2008-INV-02 (2008). URL: https://proceedings.spp-online.org/article/view/SPP-2008-INV-02.